Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.562 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47713.44 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46318.55 Kr¶

PnL: ---------------------------------------> -570.02 Kr¶

DD now: ---------------------------------> -1.885 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 15:31:41.226489'

Anic Portfolio¶

Today¶

Return: -0.668 %¶

This Week¶

Return: 0.379 %¶

Total¶

Return: 56.202 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -2.040000 2852.500000 216.500000 8.210000 2636.000010
Beijer Electronics Group 26 -0.330000 3146.000000 175.000000 5.890000 2971.000006
Corem Property Group B 59 -4.730000 654.310000 77.310000 13.400000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -6.710000 428.000000 73.000000 20.560000 355.000000
HMS Networks 2 -0.330000 714.800000 41.800000 6.210000 673.000000
Boozt 12 0.070000 1695.600000 41.600000 2.520000 1653.999996
OEM International B 7 0.770000 553.000000 25.000000 4.730000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 581.700000 19.700000 3.510000 562.000005
Intrum 4 0.040000 546.000000 19.000000 3.610000 527.000000
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
Coor Service Management Hold. 8 -0.800000 545.200000 13.200000 2.480000 532.000000
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -4.710000 257.280000 11.280000 4.590000 246.000000
Karnov Group 9 -0.820000 547.200000 11.200000 2.090000 536.000004
SAAB B 8 1.710000 3388.000000 11.000000 0.330000 3377.000000
Essity B 2 -0.170000 581.800000 7.800000 1.360000 574.000000
Nordea Bank Abp 29 -0.270000 3459.120000 5.120000 0.150000 3453.999992
Midsona B 63 -3.520000 587.790000 4.790000 0.820000 582.999984
AcadeMedia 12 -0.600000 560.640000 3.640000 0.650000 557.000004
Resurs Holding 22 -1.840000 575.080000 1.080000 0.190000 573.999998
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 -0.910000 544.500000 -1.500000 -0.270000 546.000000
FM Mattsson Mora Group B 50 -1.520000 2925.000000 -2.000000 -0.070000 2927.000000
Swedbank A 3 -0.350000 561.900000 -2.100000 -0.370000 564.000000
Securitas B 6 -0.530000 567.120000 -2.880000 -0.510000 570.000000
Norva24 Group 16 -2.770000 538.560000 -4.440000 -0.820000 543.000000
CTEK 13 -3.100000 524.810000 -9.190000 -1.720000 533.999999
Sampo Oyj SDB 7 0.180000 3801.000000 -49.000000 -1.270000 3850.000000
International Petroleum Corp. 5 1.400000 542.500000 -52.070000 -8.760000 594.565215
Vivesto 1368 1.590000 558.690000 -54.310000 -8.860000 612.999432
OX2 18 -0.420000 1496.700000 -167.300000 -10.050000 1663.999992
Axfood 13 0.180000 3586.700000 -169.300000 -4.510000 3756.000001
Fasadgruppen Group 35 0.970000 3463.250000 -347.750000 -9.120000 3810.999990
Ovzon 52 -5.350000 2849.600000 -512.400000 -15.240000 3361.999992
TOTAL 46318.550000 -570.020000 -1.88454% 46888.564618

Updated:¶

'2023-01-17 15:31:53.430041'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶